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Bruce Grundy
Bruce Grundy
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Title
Cited by
Cited by
Year
Understanding the nature of the risks and the source of the rewards to momentum investing
BD Grundy, JSM Martin
The Review of Financial Studies 14 (1), 29-78, 2001
14352001
Trade and the revelation of information through prices and direct disclosure
BD Grundy, M McNichols
The Review of Financial Studies 2 (4), 495-526, 1989
6261989
Optimal investment with stock repurchase and financing as signals
GM Constantinides, BD Grundy
The Review of Financial Studies 2 (4), 445-465, 1989
5011989
Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis
G Aharoni, B Grundy, Q Zeng
Journal of Financial Economics 110 (2), 347-357, 2013
3402013
General properties of option prices
YZ Bergman, BD Grundy, Z Wiener
The Journal of Finance 51 (5), 1573-1610, 1996
3121996
Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban
BD Grundy, B Lim, P Verwijmeren
Journal of Financial Economics 106 (2), 331-348, 2012
1872012
Option prices and the underlying asset's return distribution
BD Grundy
The Journal of Finance 46 (3), 1045-1069, 1991
1751991
Changing risk, changing risk premiums, and dividend yield effects
NF Chen, B Grundy, RF Stambaugh
Journal of Business, S51-S70, 1990
1451990
Investor sentiment, executive compensation, and corporate investment
BD Grundy, H Li
Journal of Banking & Finance 34 (10), 2439-2449, 2010
1182010
Convertibles and hedge funds as distributors of equity exposure
SJ Brown, BD Grundy, CM Lewis, P Verwijmeren
The Review of Financial Studies 25 (10), 3077-3112, 2012
1002012
Why do option prices predict stock returns? The role of price pressure in the stock market
L Goncalves-Pinto, BD Grundy, A Hameed, T van der Heijden, Y Zhu
Management Science 66 (9), 3903-3926, 2020
752020
Stock market volatility in a heterogeneous information economy
BD Grundy, Y Kim
Journal of Financial and Quantitative Analysis, 1-27, 2002
672002
Disappearing Call Delay and Dividend‐Protected Convertible Bonds
BD Grundy, P Verwijmeren
The Journal of Finance 71 (1), 195-224, 2016
45*2016
Trading volume and stock returns around ex-dividend dates
B Grundy
Unpubl. Manuscript, Univ. of Chicago, Chicago, IL, 1985
421985
The buyers’ perspective on security design: Hedge funds and convertible bond call provisions
BD Grundy, P Verwijmeren
Journal of Financial Economics 127 (1), 77-93, 2018
342018
The external financing of investment
BD Grundy, P Verwijmeren
Journal of Corporate Finance 65, 101745, 2020
312020
Can socially responsible firms survive competition? An analysis of corporate employee matching grant schemes
N Gong, BD Grundy
Review of Finance 23 (1), 199-243, 2019
302019
Executive compensation and the optimality of managerial entrenchment
GB Gorton, BD Grundy
NBER working paper, 1996
251996
The analysis of VAR, deltas and state prices: A new approach
BD Grundy, Z Wiener
Rodney L. White Center Working Paper, 1996
181996
The design of charitable fund-raising schemes: Matching grants or seed money
N Gong, BD Grundy
Journal of Economic Behavior & Organization 108, 147-165, 2014
172014
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